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Stochastic volatility : selected readings
Shephard, Neil G. (contributor); Shephard, Neil G. (ed.) - 2005
Persistent link: https://www.econbiz.de/10001718768
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Estimation and comparison of multiple change-point models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
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Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G. - In: Time series models : in econometrics, finance and other …, (pp. 1-67). 1996
Persistent link: https://www.econbiz.de/10001319937
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Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009747434
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Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009732804
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Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
Albert, Jim - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001137110
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Bayes inference in regression models with ARMA (p,q) errors
Chib, Siddhartha - In: Journal of econometrics 64 (1994) 1, pp. 183-206
Persistent link: https://www.econbiz.de/10001166427
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Inference in semiparametric dynamic models for binary longitudinal data
Chib, Siddhartha; Jeljazkov, Ivan G. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 685-700
Persistent link: https://www.econbiz.de/10003334676
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Bayesian econometrics
Chib, Siddhartha (ed.); Griffiths, William E. (ed.);  … - 2008
Persistent link: https://www.econbiz.de/10003785980
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Factor selection and structural breaks
Chib, Siddhartha; Smith, Simon C. - 2024 - Draft: May 31, 2024
Persistent link: https://www.econbiz.de/10015055696